freqtrade_origin/freqtrade/optimize/__init__.py

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import logging
from argparse import Namespace
from typing import Any, Dict
from filelock import FileLock, Timeout
from freqtrade import DependencyException, constants
from freqtrade.configuration import Configuration
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def setup_configuration(args: Namespace, method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
configuration = Configuration(args, method)
config = configuration.load_config()
# Ensure we do not use Exchange credentials
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
if method == RunMode.BACKTEST:
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
if method == RunMode.HYPEROPT:
# Special cases for Hyperopt
if config.get('strategy') and config.get('strategy') != 'DefaultStrategy':
logger.error("Please don't use --strategy for hyperopt.")
logger.error(
"Read the documentation at "
"https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md "
"to understand how to configure hyperopt.")
raise DependencyException("--strategy configured but not supported for hyperopt")
return config
def start_backtesting(args: Namespace) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.optimize.backtesting import Backtesting
# Initialize configuration
config = setup_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()
def start_hyperopt(args: Namespace) -> None:
"""
Start hyperopt script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading hyperopt module when it's not used
from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
# Initialize configuration
config = setup_configuration(args, RunMode.HYPEROPT)
logger.info('Starting freqtrade in Hyperopt mode')
lock = FileLock(HYPEROPT_LOCKFILE)
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.
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def start_edge(args: Namespace) -> None:
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"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.optimize.edge_cli import EdgeCli
# Initialize configuration
config = setup_configuration(args, RunMode.EDGE)
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logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()